Deepak Agrawal

Education

• PhD, Finance, New York University
  
• BE, Electronics and Communication Engineering, University of Jodhpur, India
  

Positions Held

At Haas since 2010
* 2010 – present, Lecturer, Haas School of Business
* 2007 – present, Director, Quantitative Research, DCI, San Francisco
* 2002 – 2007, Moody’s KMV, San Francisco

Current Research and Interests

• Credit risk
• Fixed income
• Risk management

Selected Papers and Publications

• “Explaining the Rate Spread on Corporate Bonds,” with Edwin Elton, Martin Gruber, and Christopher Mann. Journal of Finance (2001).
• “Factors Affecting the Valuation of Corporate Bonds,” with Edwin Elton, Martin Gruber, and Christopher Mann. Journal of Banking and Finance (2004).
• “Humpbacks in Credit Spreads,” with Jeffrey Bohn. Journal of Investment Management(2008).
• “Implied Correlations: Smiles or Smirks,” with Senay Agca and Saiyid Islam. Journal of Derivatives (2008).

Teaching

• Credit Risk Modeling